Anic Equity¶

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Total return since start: 0.706 %¶

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Equity now: -----------------------------> 52097.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47926.96 Kr¶

PnL: ---------------------------------------> -999.54 Kr¶

DD now: ---------------------------------> -1.926 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 17:20:30.445196'

Anic Portfolio¶

Today¶

Return: -0.418 %¶

This Week¶

Return: -0.418 %¶

Total portfolio value¶

Return including deposits: 70.553 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.880000 2354.000000 165.000000 7.540000 2189.000000
Xvivo Perfusion 3 2.630000 879.000000 34.000000 4.020000 845.000001
Svolder B 35 2.110000 2201.500000 28.000000 1.290000 2173.500000
Biotage 4 0.970000 624.400000 21.400000 3.550000 603.000000
BHG Group 49 -5.700000 657.090000 18.090000 2.830000 638.999984
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Embracer Group B 26 0.370000 676.520000 14.520000 2.190000 661.999988
Vitrolife 3 2.260000 690.900000 13.900000 2.050000 677.000001
Addtech B 3 1.450000 713.400000 13.400000 1.910000 699.999999
SynAct Pharma 9 -2.540000 657.000000 12.000000 1.860000 645.000003
Indutrade 5 1.340000 1328.000000 8.000000 0.610000 1320.000000
Fortnox 10 4.360000 675.200000 7.200000 1.080000 668.000000
Addnode Group B 6 1.200000 758.400000 6.400000 0.850000 751.999998
Sdiptech B 3 -0.400000 825.900000 3.900000 0.470000 822.000000
Latour B 2 1.520000 452.800000 3.800000 0.850000 449.000000
Volati 5 -3.200000 574.000000 0.000000 0.000000 574.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.800000 653.450000 -0.550000 -0.080000 653.999997
Nolato B 12 -1.910000 645.600000 -2.400000 -0.370000 648.000000
Profoto Holding 7 -0.480000 578.200000 -3.800000 -0.650000 581.999999
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 0.580000 649.350000 -8.650000 -1.310000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
BONESUPPORT HOLDING 10 -1.780000 1211.000000 -13.000000 -1.060000 1224.000000
Lime Technologies 2 -2.690000 578.000000 -15.000000 -2.530000 593.000000
Humana 40 2.110000 656.800000 -17.200000 -2.550000 674.000000
Lundin Gold 7 0.460000 914.200000 -59.800000 -6.140000 973.999999
Creades A 7 1.420000 549.500000 -61.500000 -10.070000 610.999998
Ambea 68 0.550000 2472.480000 -64.520000 -2.540000 2537.000032
Balco Group 39 -2.830000 1807.650000 -67.350000 -3.590000 1874.999997
Investor A 16 0.460000 3472.000000 -73.000000 -2.060000 3545.000000
Gaming Innovation Group 161 1.590000 4105.500000 -82.500000 -1.970000 4187.999942
New Wave B 40 -1.580000 3758.400000 -157.600000 -4.020000 3916.000000
Sedana Medical 135 -6.090000 4160.700000 -170.300000 -3.930000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -2.920000 2582.600000 -384.400000 -12.960000 2966.999993
TOTAL 47913.140000 -1013.360000 -1.95366% 48926.499863

Updated:¶

'2023-06-13 17:19:11.424378'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶